+244.7%
APLD vs FSLR
+143.1%
+101.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.7% | +12.3% | +9.3% |
| 7D | +3.1% | +5.3% | -2.2% | +0.8% |
| 30D | -29.4% | +7.8% | -37.1% | -31.5% |
| 3M | -42.8% | -23.4% | -19.4% | -37.2% |
| 6M | -59.5% | -12.9% | -46.6% | -57.4% |
| YTD | -31.8% | -26.7% | -5.2% | -24.9% |
| 1Y | -46.0% | -28.4% | -17.6% | -39.8% |
| 3Y | +252.0% | +44.6% | +207.4% | +168.8% |
| All | +244.7% | +143.1% | +101.7% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling